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November 6, 2011

=H . (V ) M i c h a e I s a i a h R a b a l University u2011Notes 773 NavierofStokes Eqns Sem.wPOT 845 = u +Kentucky + v Fall x y z


(E) 1 3 3 3 5 6 8 9 10 11 12 13 15 15 17 19 20 21 27 29

1 (H0 )

Contents
Contents 1 Linear & Nonlinear Static NSE 1.1 Physical properties remarks . . . . . . . . . 1.2 Derivation . . . . . . . . . . . . . . . . . . . . 1.3 Shear ow . . . . . . . . . . . . . . . . . . . . 1.4 Steady-state Stokes - Overview . . . . . . . 1.5 Steady-Stokes - Variational form . . . . . . 1.6 W k,p , H k , H 1 2 . . . . . . . . . . . . . . . . . 1.7 The Auxiliary space E() . . . . . . . . . . 1.8 Extension map . . . . . . . . . . . . . . . . . 1.9 Trace and Stokes formula . . . . . . . . . . . 1.10 Preliminaries for Stokes Equation Existence 1.11 Leray projection operator . . . . . . . . . . . 1.12 Existence for Stokes Equation . . . . . . . . 1.13 Energy approach . . . . . . . . . . . . . . . . 1.14 Energy Method proof. . . . . . . . . . . . . . 1.15 Existence for Inhomogeous Stokes . . . . . . 1.16 Regularity . . . . . . . . . . . . . . . . . . . . 1.17 Navier-Stokes Existence . . . . . . . . . . . . 1.18 Existence - Galerkin . . . . . . . . . . . . . . 1

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CONTENTS 1.19 1.20 1.21 1.22 1.23 Variational Form for Inhomogeneous Navier-Stokes Uniqueness for Inhomogeneous Navier-Stokes . . . . Inhomogeneous NS Uniqueness . . . . . . . . . . . . Lemmas . . . . . . . . . . . . . . . . . . . . . . . . . . Regularity for NSE for n = 2, 3, 4, 5, 6, 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2 32 33 34 38 43 55 55 56 59 62 66 66 78

2 Evolution NSE 2.1 Stokes operator . . . 2.2 Function spaces . . . 2.3 Galerkin . . . . . . . 2.4 Pass to limits . . . . 2.5 Uniqueness . . . . . 2.6 Stability Properties 2.7 Uniqueness . . . . .

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Denn nichts ist fur den Menschen als Menschen etwas wert, was er nicht mit Leidenschaft tun kann.

Chapter 1 Linear & Nonlinear Static NSE Friday, August 26


Overview of NSE

1.1

Physical properties remarks

These equations establish that changes in momentum (acceleration) of uid particles are simply the product of changes in pressure and dissipative viscous forces (similar to friction) acting inside the uid. These viscous forces originate in molecular interactions and dictate how sticky (viscous) a uid is. Thus, the Navier-Stokes equations are a dynamical statement of the balance of forces acting at any given region of the uid.

1.2

Derivation
F = Fint =

where = normal + sheer strength and


viscosity - 0 in ideal uid

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

(ij ) = =

1 3
normalize

p 0 0 0 p 0 +T 0 0 p
tensor; material dependent

1 (pI3 ) + 3
gravity

where we assume the tensor is symmetric. For a Newtonian uid,


stress tensor

u u + y y

velocity gradient - strain rate

where is proportional to viscosity, which varies with temperature. For u = (u1 , u2 , u3 ) and p constant, ut + u u = pI3 + (u + (u)T ) ??? u
incompressibility

=0

Calculating, (u + (u)T ) or = ui + uj xi xj ui uj + xj xj xi
take transpose div = 0 uid incompressible (NSE)

ut + u u + p = u.

This is formally a coupled system in four unknowns (u1 , u2 , u3 ), p and 2 eqns, and is therefore determinable. To uncouple, write (?) Difculty: p is presumably a
function of 4 variables, but my eqn doesnt tell me; this makes p difcult to handle.For uid have boundary conds., but for p initial condition

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

Figure 1.1: Measuring shear ow

p = div (u )u
elliptic eqn

1.3

Shear ow

An element of solid has a preferred shape, to which it relaxes when the external forces on it are withdrawn (whereas a uid does not). Looking at a rectangular element ABCD, under the action of a shear force F , the element assumes the shape ABC D . If the solid is per-

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

Figure 1.2: Deformation of solid (top) and uid elements (bottom) fectly elastic it goes back to its preferred shape ABCD when F is withdrawn.
In contrast a uid deforms continuously under the action of a shear force (however small). Thus the element of the uid ABCD conned between parallel plates deforms to shapes such as ABC D and ABC D as long as the force F is maintained on the upper place.

How to Measure Viscosity


First measure the normal force that is exerted on the plate. From this we can determine pressure p: u measure area A, the strain rate F= A u y to determine experimentally
This constant is to be determined
y

strain rate: sort of like

du dy

the pressure constant

1.4
u
t=0 =

Steady-state Stokes - Overview

u0 , u0 = 0. In NSE (or just Stokes) the following boundary conditions are commonplace:

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

u = 0 no slip boundary - uid will have zero velocity relative to the boundary.

u=0 or ( u) v = 0
vorticity - here no tang. component

Navier Slip boundary condition

A. Steady-State Stokes
u + p = 0 u=0 u = 0
drop t. p is harmonic,so p can be wild on boundary we have this from h o l o m o r p h i c functions

B. Evolution Stokes
ut u + p = 0 u=0 u t=0 = u0 , u = 0

C. Steady NSE
u u u + p = 0 u=0 u = 0

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

1.5

Steady-Stokes - Variational form

Compare this to Lax-Milgram-type arguments for elliptic eqns. In fact, NS is almost elliptic:
but have this termso we must nd a different solution space.

u
2nd order function with divergent form

=0

For the rst term u


u,
where Cc

+ p, = 0

u + p, = 0,

For the second term, p,


Leibnitz rule

div (p) p ( )
trace=0

so

u,

p, = 0

where we have assumed that the test function is divergence-free:


V = Cc () div = 0 .

Reverse direction:

u, = 0 V

or min u
2

uV .

The Problem with the Space V

We calculate rst variation to get Euler-Langrange eqn (above)

The space V = Cc () div = 0 ) is not a complete Vector Space ! ! ! We need to complete this So how will we do this? depends 1 on the space we want to close, i.e. H0 , L2 .

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

Monday, August 29
Function spaces

Once we have the variational formulation of u + p = 0 in u = 0 on we have to set up the corresponding function space. The usual Sobolev space is decient because it requires information about u, whereas here only u is known. In the following, we consider only vector elds that are divergence-free.

1.6

W k,p, H k , H 1 2
The Inner Product (, ) and the Pairing ,

(u, v) we can use the L2 inner product for two functions. u, v use for those arguments that arent functions, for example (u, v) . W k,p . Dene W k,p () = f Lp () D df Lp () k, k 0, 1 p f where W k,p (),
W k,p W k,p

=
k

D f

p Lp

1 p

is a Banach space.

Density theorem
We denote the space C () as the space of smooth functions up to the boundary. For p = 2, 1 p < , this space is dense in W k,p (). k,p Note that Cc W k,p = W0 and u = D u = 0 k 1 on . ?

H and V
1 For u Cc (), u = 0 H0 L2 , dene H = {u Cc u = 0}. This space is not closed. After mollifying, dene

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

10

1 V = u Cc () u = 0 = H0 Here u H0 and u = 0 preserve their denitions. H = u Cc u = 0 and p H 1 () = L2 Here we have uk = Cc and u L2 uk Cc and uk = 0.

What is u = 0 here? In this space, u is = 0, remember though we are taking distributional derivatives. Since u = 0, can we talk about u . If u is a L2 function whose distributional derivative is zero, then do we have enough information? No: If only u L2 , then the boundary cant be dened. We have partial information with u . This expression is well dened when u H 1 2 ()

1.7

The Auxiliary space E()


u
distributional divergence

Dene the auxiliary space E() = u L2 () Then H 1 E() L2 . Dene (u, v)E() = and u
E()

L2 () .

well dened each term is L2 .

u + (div u)(div v)

(u, u)E() .

Note that (E(), )E() is Hilbert (check). Density theorem for E(). Assume C 0,1 . Then
Cc ()

this function is onto but still not 1-1: 1 ker 0 = H0 () = whole space

is dense in E().

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

11

Proof. (. . . ) (see s.31) Trace theorem for E() . A trace theorem allows us to dene u for u E(). To do this, we ask where the trace operator lives. The denition 0 H 1 () L2 ()

has the deciency that not every L2 function can be the trace of a H 1 function: this mapping is not onto. Replace this denition with 0 H 1 () H 2 () Dene H s (Rn ) f + Consider
1 f (x) H 2 (Rn1 ) = f (x, (x)) = Rn1 R 1

f L2 = f Rn R

1+

s 2

f L2 .

D 2 . cant dene fractional derivatives pointwise. use fourier transform this is for at case. not if domain is nonat. If have Lipschitz graph = (x, (x) )
Lipschitz

x Rn1

where f H (). locally Lipschitz Use Partition of unity and dene globally.

1 2

I push forward. is H 1 so this is equivalent

1.8

Extension map
1

Dene H 2 () H 1 (). Find f F by solving F = 0 F = f. The solution of this Laplace equation gives F , the denition of the extension map F . Note that f and F are reciprocals of each other: F
H1 n

c f =

H2

0 = id

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

12

1.9

Trace and Stokes formula


1

For C 1,1 there exists a linear continuous operator E() H 2 () require the (stronger) C 1,1 regularity here and 1 1 dual space. H 2 () = H 2 () Furthermore the following hold: 1. u = u u C 1 ().

2. Stokes formula holds:


u restrict normal component

div (u) + u u = (u ) .
0 restrict

this allows us to integrate by parts in the space E()

3. ker( ) = E0 () and
E0 () = Cc ()E()

For Sobolev spaces we had that the whole component on the boundary was zero; here, we have no information about the tangent component, just the normal component. For the function u the normal component is well dened, but grad u is not. Dx1 , Dx2 , . . . are not dened.
which I need for the matrix representing the tangential components.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

13

Friday, September 2
1.10 Preliminaries for Stokes Equation Existence
L2 () = H H1 H2 where H = u L2 () div u = 0, = 0
normal trace

Hodge Decomposition

H1 = u L2 () u = grad p, p H 1 (), p = 0
1 H2 = u L2 () u = grad p, p H0 ()

no information on boundary data for H1 , but we do have p = 0.

Check: 1. H1 H2 = H H 1 = H 1 H2 = {0} . 2. H1 , H2 H where H = u L2 (), u = p, p H 1 () 3. H1 H2 Check (3) : u = p, p = 0, 1 v = q, q H0 . Stokes theorem applies:


well dened, p E()

Stokes theorem can be relaxed, 1 only the gradient need be in H0 with the space E().

(1.1) (1.2)

(u, v) = (

q)
1 well dened, q H0

+ (div p, q)

= (0 (p), 0 q)
0 Eq 1.2

=0

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


1 4. Let u L2 () and p H0 solves

14

p = div u in p = 0 on By Lax-Milgram, there exists a solution. div (p u) = 0 u = (up) + p Claim: The term p u is divergence-free but perhaps not trace free ( 0). To see this, write

div -free

u p E()

normal trace can be dened

(up) H 1 2 ()
well-dened

Let q H 1 solve q = 0 q = (u p) where must satisfy (u p), 1 = 0 (1.3) (1.4) div (up) (the
=0

above equation is solvable up to a constant. We write u H 1 R to denote this (modulo the constant). Apply Lax-Milgram to solve (1.3,4) . Thus
H 1

Note: When applying LaxMilgram with Neumann BC you have to be careful (?)

u = u p q + q + p
H H2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

15

Figure 1.3: The HH plane

1.11

Leray projection operator


P L2 () H
remember L2 () = H H 2

Dene P the bounded linear operator

which has the apriori estimate Du L2 u L2 where u u p q. The Projection operator is used to interpret Stokes: u + p = f in div u = 0 in u = 0 on . Apply op on both sides of the equation:
L2

Pu + P(p) = P f
H 2 L2

Pu is Stokes operator, denoted by A. Later: Mild solutions Kato, Giga, Fujita, (cf. Du Hamel form, where we use P to kill pressure p). Avantage: P eliminates the pressure term p. Disadvantage:

or

Au = f

1.12

Existence for Stokes Equation

Rn is bounded Lipschitz

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE Use Leray projection operator to make p drop out: u + p, v = f, v
int. by parts

16

v V

(uv = (f, v) u V ) For the space


1 1 V = u H0 (), div u = 0 H0

we can write the inner product (u, v)V = and u


2 V

u v

= (u, u)V .

We look for u V that satises (u, v)V = (f , v) v V where f V and f H 1 . This implies (u + f, v) = 0 v V.
D () L2

Because u V , this u satises (A) incompressibility condition (B) trace=0

+ f = p
H 1

for some p D ()

Can recover p; see Notes last class.

Summarize:
Fact u V solves (u, v)V = (f, v) for f V if and only if u + p = f in div u = 0 in u = 0 on for some p L2
V is read in the dual V

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

17

1.13

Energy approach
2

cf. Laplace Energy functional: Dene the Energy functional E(u) = u V 2(f , u). 2 1 The variational problem u V solves (u, v)V = (f, v) for v V . is u = f 2 u f , where we minimize the functional over equivalent to
1 H0 ; Here we minimize over V .

1. u minimizes E(u) over V . 2. a(u, v) = (u, v)V u, v V .


bilinear form is (A) bounded (B) Coersive so we can apply LaxMilgram

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

18

Wednesday, September 7
Existence Regularity

Theorem 1 For u + p = f div u = f u = 0.


1 in V H0 1 in V H0

! so its in a larger space

you can enlarge the data here

There exists a unique u V and unique p L2 () R solving homogeneous system with estimate u
V

+ p

L2 R

H 1

Proof. a(u, v) = (u, v)L2 The following hold for a: a(u, v)

u, v V. uV vV
2 V

boundedness coersivity

a(u, v) u

Lax-Milgram gives that there exists a unique v V which satises a(u, v) = f , v v V

It follows from Notes from last class that u + p = f Note that


Poincaire

for some p D

p L2 p + f + u H 1

Initially p is just a distribution. using info p L2 .

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

19

1.14

Energy Method proof.


2

The energy functional E is given by E(u) = u L (f , v) v V . Claim u V solves (*) if and only if E(u) = minvV E(v). We know the minimization is always obtained. Pf. (u, v)L2 = (f , v) v V . Let v = u w where w V. Then (u, u)L2 = (f , u) (f , w) + (u, w)L2 Using that
cs

(u, u)L2 we have

u 2

2 L2

w 2

2 L2

(u, u)L2 = (f , u) (fw) + (u, w)L2 2 (f , u) (f , w) + u L2 + w 2 2 1 2 E(u) = u L2 (fu) 2 2 1 2 w L2 (f , w) = E(v) 2 2 0= d E(u + tv) = 2(u, v)L2 2(f, v). dt

2 L2

In solving the Laplace equation 1 using Energy method, u H0 . Here u V .

(1.5)

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

20
f constant L2 () R means (f, 1)L2 = f 1 = f = 0

1.15

Existence for Inhomogeous Stokes


u p = f in divu = g in u = on .

Theorem 2 For (IS)

and Rn bounded, C 2 , let f H 1 , g L2 , H 1 2 () and


divergence theorem

g=

u=

!u H1 and ! p L2 R solving 1.7 and u


H1

+ p

L2

H 1

+ g

L2

+ f

H2
1 Remember: A function f H0 2 div f L

The approach for the inhomogeneous is cook up new function that is divergence-free and has zero trace. Note that f changes.

A Property of the divergence operator


onto
1 The divergence operator H0 () L2 () f = 0 Dene the restriction operator 0 H 1 () H 1 2 () u0 H 1 such that 0 (u0 ) = . rst extend it Because of the Compatibility Condition, g

(div u0 g ) = g

Compatibility Condition

g=0
Somehow, u0 , u1 kills g.

1 u1 H0 such that div u1 = g div u0 Let v = u u0 u1 . Then

div v = div u div u0 div u1 = g div u0 (g div u0 ) = 0.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE Trace 0 (V ) = 0 (u) 0 (u0 ) 0 (u1 ) = = 0. The Eq (IS) in v becomes v = p = (u u0 u1 ) + p = f + ( u0 + u1 ) = f
H 1 H 1 H 1

21

Since u0 H 1 and u1 H 1 , then u H 1 .

Then v = 0 in v = 0 on . Now its time to prove that


onto
1 H0 ()

L2 ()

f =0

(1.6)

Not 1-1: add divergence-free function and we still have = f (no uniqueness). The term p: The gradient operator L2 () H 1 After taking slash out constants so we can have f + c = f . out constants, this space is 1-1. Adjoint: , g = f, g
integrate by parts

(1.7)

This equality 1.7 holds because div f , g = div f , g

1.16

Regularity

If Rn is bounded and C m+2 and u W2, , p W 1, , 1 < < +. For u W2, , u is pointwise dened and p is well dened If addi- strong solution instead of weak 1 solution. tionally f Wm, , g Wm+1 , and () W m+2 (), u Wm+2, (), p W m+1,

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE and + p

22

Wm+2,

Wm+1, Wm+1

Wm,

+ g

Wm+2 ()

+ u

L2

Question: Why do we have u W2, ? Ans: If f W,1 ?? Theorem 3 If f L2 , g H 1 , H 3 2 , then u W2,2 p W 1,2 .

Why? Suppose g = = 0 for the moment and = 0 u + p = f u=0 u=0 For this eq 1.16, which has only two terms on the lhs, f L2 u L2 then automatically p W 1, . We must show, using nite quotients, that (u, v) = (f , v) Approach: Use the nite dierence quotient as test function, but have to cut out.
()
u(x+he)u(x) H1 use u h uniformly with respect to h. D2 u L2 .

(1.8)

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

23

Friday, September 9
regularity for n = 2.

Theorem 4 (regularity for n = 2) 1 For f Wm, , g W m+1, , Wm+2 , (), C m+2 and g = Remember that (B) and (C) be then u + p = f in divu = g in (B) u = on (C) has unique solution (modulo constant) such that u Wm+2, , p Wm+1, and
1

low are satised if and only if the Compatibility Condition is satised.

Wm+2,

+ p

W m+1, Wm+
1

W m,

+ g

Wm+2 ,

+ u

L2

Approach: We nd auxillary equationto kill (B),(C). In particular: nd gradient potential kill pressure p get formally biharmonic eq coupled 2nd order (like 2nd order Elliptic equation) for which Sobolev W k,p theory holds. Claim v Wm+2, such that divv = g in v = on (Prove later) If Claim 1 holds, then w = u v where w satises ( )

w + p = f + v = f divw =0 w =0

has same regularity as f . f

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

24

Case 1: is 1-connected
divw = 0 can nd can nd extr in 1-form that is closed dW = 0. 1 homotopy cohomology is exact translated such that = , x2 x1 Condition (B)

We get rid of the divergence-free condition and plug in: Take = 1 D2 + D1 p = :


mixed derivatives cancel

1 f
rst component of the vector f

Take derivatives & subtract to eliminate f


2 D2 (D2 ) + D12 p = D21 f 2 D1 (D1 ) + D p = D12 f 21

2 (D2

= D21 D12 f f 2 = D2 D12 f f


2 + D1 )

W m1,

(1.9)

Note that 1.9, an equation in does not involve p. Further, it is a rst order dierential operator lost 1-order regularity. dV = 0 =0 tangent derivative =0 normal derivative on
For the second order operator need a second condition; this problem as it stands is not closed tangent gradient = 0

Note that the potential is constant, but because is not unique, pick = 0 on u = f Wm,2 u=0 u Wm+2,2

Using nite quotients and integrate by parts, get 2 more derivative estimate. This is possible = 2 For u Wm+2, , Calderon-Zygmund theory of
harmonic analysis does this for higher order .

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

25

Figure 1.4: Diculty: cannot shrink closed paths to 0. The 1-cohomology of the domain is like copies H 1 () = Zk have k freedoms cannot not specify constants ci 2 u = f u Wm+2, u =0 Wm1+4, w Wm+2, From p
pW m+1,

the needed second condition

= + W m, . f

Case 2: is k-connected
Suppose 2-connected for simplicity. We cut k (here: 2) times to make 1-connected

is (k + 1)-connected, k 1. Let = 0 1 that w = (D2 , D1 ) = = 0 on 0 , = c on i , on = 0

k . R such 1ik

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

26

Figure 1.5: is dened except on cut. For to be welldened there too extend make well-dened trace For the Multi-Connected case, equation same as in single connected case. The biharmonic equation is uniquely solable; but the dirichlet + neumann boundary conditions are dicult ? Rest of argument is exactly same.
For x

+ = + (x0 ) + d.

lhs,rhs have same limit we can smoothly extend

Proofs of Case 1
Omitted. (see p7,8 handcopy)

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

27

Wednesday, September 14
For the Navier-Stokes Equations we introduction the nonlinear advection term u u, i.e. the advection operator is

u=u

+v +w . x y z

Picture advection as transport of salt dumped in a river. If the river is originally fresh water and is owing quickly, the predominant form of transport of the salt in the water will be advective, as the water ow itself would transport the salt. If the river were not owing, the salt would simply disperse outwards from its source in a diusive manner, which is not advection. Very few exact solutions of NSE are known in closed form. In general, exact solutions are possible only when the nonlinear terms vanish identically.

1.17

Navier-Stokes Existence

NS Existence Triple product B[, , ] Brouwer xpoint theorem

(N S)

u + u u p = f in divu = 0 in u = 0 on .
L2

Variation form: ((u, v)) + B[u, u, v] = (f, v) v V B[u, vw] = u v w bigger space
2n L n2

((u, v)) like L2 inner product but with gradients

u, v V, w V
bounded

We to to extend to the

Ln

V = V.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


1 Note that V H0 take closure instead of the space 1 H0 Ln

28

which has norm u


1 H0 Ln

= u

1 H0

+ u

Ln

1 for n = 2, H0 Ln = V .

Lemma For n 2, B V V V R is bounded: B[u, vw] u


ho Sobolev embedding

L2

L2

V
1 H0

replaces

with Ln

Remember: For 2 n 4 check that

c(n) u

1 H0

V =V
2n 1 but in general H0 Ln V n2 n 2 n 2 n 4 In particular, B V V V R is well dened for 2 n 4; for m 5, V V B is not well-dened. We need to understand trilinear form better; It can induce bilinear form B[u, v] V V R replace Lemma

with V

1. B[u, v, v] = 0 v V and w V . 2. B[u, v, w] = B[u, w, v] u V, v, w V Proof (1) B[u, v, v] = =


df skew symmetry in last two vars.

u v v = ui i v
2 2

ui i v j v j i uj v2 =0 2

ibp

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE (2) B[u, v + w] = 0 by (1).


0

29

Lhs = B[u, v, v] + B[u, v, w] = B[u, wv] + B[u, w, w]


0

= 0.

1.18

Existence - Galerkin
((u, v)) + B[u, u, v] = (fv) v V .

Goal: Solve u V for

replace with V . Let {wk }k=1 be an orthonormal basis (ONB) of L2 () 2 is innite-dimensional vector space cut o nite like The space L n have family of solutions if we can prove apriori estimate, we can R take limit function can solve the limiting equation done. Let X m = span {w1 , . . . , wm } m 1 and let um = m am wi coeff tb determined i=1 i

((um , wj )) + B[um , um , wj ] = (f , wj ) 1 j m
1 N O T E: ONB L2 , but H0

choose wj to be basis

am + Aj am am = (f , wj ) j il i l

We ask if we can solve the term Aj am am , being nonlinear. Formally, this il i l term is not like solving Ax = B, but rather like solving Ax + BxxT = C; does solution exist maybe equal number of equations solution maybe not unique though nonlinear terms. Therefore we need to turn to the following

Theorem 5 (Brouwer) If f BR BR is continuous x0 BR such that f (x0 ) = x0 , where BR are closed balls.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

30

Figure 1.6: The closed ball BR

Figure 1.7: and P () Proof (contradiction) If f (x) x x Bn F (x) = f (x)x BR ; F BR BR . F (x) = x if x B F is a continuous map and wi is xed on the boundary F BR = Id impossible by degree theorems x = 0 on in BR , but boundary is of degree 1. innite-d versions of Browder Lemma (Variation of the Brouwer Fixpoint Theorem) Let X be a nite-dimensional Hilbert space equipt with inner product [, ] and norm []; P X X is continuous (but not necessarily linear). Suppose [P ()] = k > 0 X with []k such that P () = 0. Proof If p() 0 BR = X [] k , then dene Q() = k and [Q()] = k. Now Q BR BR continuously and Brouwer 0 BR such that Q(0 ) = 0 where automatically Q(x0 ) is on the boundary and [Q(0 ), 0 ] = k. p() [p()] BR
thm very useful for existence of nonlinear pde.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

31

= [k

[p(0 ), 0 ] p(0 ) ]=k [p(0 ), 0 ] [p(0 )]

which is impossible because 90degree Dene Pm (u) X m X m by [Pm (u), v] = ((u, v)) + B[u, u, v] (f , v). Need to verify: B[(), ] > 0. ((u, u)) (f , u) = u2 f V
f

= u

u f

>0

if u V = k where m > VV um X m with um V < k such that f pm (um ) = equivalent to am + Aj am am = (f , wj ). In fact um V VV . j il i l Since[pm (um ), um ] um um
V 2 V

(fum ) um

2 V

= (fum ) f

um

which gives the sought after apriori estimate with uniform bound (so that we can now take limits).

Challange
Write down Lax-Milgram proof using a Galerkin method approach

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

32

Friday, September 16
Variational Form for Inhomogeneous Navier-Stokes Uniqueness for Inhomogeneous Navier-Stokes

1.19

Variational Form for Inhomogeneous Navier-Stokes

We show that the variational form for inhomogeous Navier-Stokes is well posed. Dene the eigenfunction {X m } of Stokes operator having zero Dirichlet m boundary conditions X m = span {wi }i=1 . Find u V such that ((u, v)) + B[u, u, v]
uuvwell dened for vV

= (f , v) v V , f V

(From last time) For um X m ((um , v)) + B[um , um , v]


skew-symm in last two vars

= (f , v) v X m

(1.10) where X m V

Use Brouwer fpt in nite space Write v = um . Then 1.10 gives

((um , um )) = (f , um ) um
Send m .
V 1

This is called an apriori estimate lhs holds for all sequences um , & rhs is independent of the number m.

By weak compactness properties of V , bounded sequence take subsequence so sequence converges weakly:

in V um u in V.

um

u in L2

Rellich compactness um u in L2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


v X m ,

33

((um , v)) ((u, v)), (f , v) (f , v) vacuously B[um , um , v] B[u, u, v] The last of these 1.11 is not obvious. Write
skew-sym tensor

(1.11)

B[um , um , v] =

um um v = B[um , v, um ] =

um um v
L1 L

so that =

u u v = B[u, v, u] = B[u, v, u] = B[u, u, v] v Xm


not for V yet

((u, u)) + B[u, u, v] = (f , v)

Note: we dont want solution & test function to vary at the same time: x solution and send test function ; x test function & send solution . we have, then, that For all v V there exists vm X m so that vm v V .

and so ((u, v)) + B[u, u, v] = (f , v) v V , f V .

1.20

Uniqueness for Inhomogeneous Navier-Stokes


2 c(n) f
V

Theorem 6 For n 4 and 1 in the sense that for U + p = f u u.

!u V

Brouwer FPT is great for nonlinear you can have many xpoints; LM is only for 1 xpoint.

! for small Reynolds number

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE Proof n 4 V =V.


0 skew-symm

34

(u, v)L2 + B[u, u, v] = (f , v)


u
L2

the solution is unique in a ball ? Suppose u1 , u2 unique solutions. Let w = u1 u2 . Then (ui , vi ) + B[ui , ui , v] = (f , v) replace v with w (w, v) + B[u1 , u1 , v] Note that (u1 u1 u2 u2 ) = (u1 u2 )u2 + u2 (u1 u2 ) v = wu1 v u2 wv (u, v) + B[w, u, v] + B[u2 , w, v] = 0.

Test with v = w w 2 + B[w, u, w] + B[u2 , w, w] = 0


0

2 2

w u w
V

=
switch

v u w w
L4 L4 L2

Sobolev

c(4) w 2 .

Use u

c(n) f

c(4) f
<0

2 2

0.

1.21

Inhomogeneous NS Uniqueness
f H 1 , nd u H 1 such that
not u V not 0 on .

For Rn bounded, C 2 , ()

u + u u + p = f in u = 0 in u = on .

we can nd u. To help proving uniquess, introduce H 2 , D Ln , L such that u = curl .

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

35

Curl

For n = 2, = ( 1 , 2 ), curl = D2 1 D1 2 . For n = 3, = ( 1 , 2 , 3 ),

i curl = ( ) = det
x 1

j
y 2

k
z 3

For n = 2 the term not a vector

vanishes

n 4, = ( 1 , . . . , n ),

curl = (R1 , . . . , Rn ) where Ri = and aij k = 0 i.


j,k n

aijk Dj k
j,k=1

We want curl H 1 Ln . Theorem 7 at least one u H 1 and p D () solving 1.21, H 1 Ln such that div = 0 and = on Proof. Let u = u for u=0 u = 0 on In terms of u =f
solve this gives variational form

( + ) + ( + ) ( + ) + p u u u
linear rst order

+ u + + u + p = f + + u u u
difcult quadratic terms f

For all v V , ( v) + B[ , u, v] + B[v, u, v] + B[ , w, v] = (, v). u u u f


B[, , ] are difcult but can control

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


1 f Verify that H 1 . Suppose H0 . Then

36

, =

well-dened

L2


Ln
1 H0

Ln

L2

1 H0

H 1 .

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

37

Monday, September 19
coersivity

For u p + u u = f divu = 0 u= Suppose H 2 Ln satises div = 0, where = f + H 1 . f The corresponding weak form is = 0 on , u = u + +p = f u

(( , v)) + B[ , u, v] + B[ , , v] + B[, u, v] = (, v) v V u u u f We need the coersivity estimate for LM: For > 0 (( , u)) + B[ , u, u] + B[ , , u] + B[, u, u] u u u u 2 ((u, u)) + B[ , , u] u . u It suces to show that B[ , , u] u 2 u . 2
2

Sobolev embedding

B[ , , u] = B[ , u, ] = u u

u D u u

L n2

2n

D u

L2

L2

c(n) u

Ln

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

38

1.22

Lemmas

How and why we cut o

Why: Chop o to make norm B[ , , u] u

Ln

small in the above inequality


2

c(n) u

Ln

How: We introduce the function = curl indirectly: we can cut potential, but cant cut curl:
not here

cannot chop o

= curl

cut here

If we cut , the divergence-free condition breaks down! Additionally H 2 W 1,n L and = curl ; H 2 H 1 2 .
bounded

curl () Ln + Ln , c + Ln (2 ) Ln (2 ) Lemma 1 Let (x) = dist (x, ) > 0 there exists C 2 () such that 2 = 1 if (x) = 0 if (x) , = exp 1 (x) if (x)

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

39

from Proof Dene = (x) . If C 2 0 = 0 () > 0 2 ( ) differential geometry such that C 2 t t 2 Let = log t t 2 Then ? (x) = ((x)); = ((x))(x) by chain rule. 0 t Why is 1? Since

(x1 ) = (x2 ) x1 x2 Lip() 1 Lip () 1 we have


((x)) (x) ((x)) . (x)

So (?) f +
Ln Ln

curl (2 )

Ln

We need to estimate n . Be careful: is small near by use L Poincaire inequality near the boundary (Poincaire inequality with weight)

Lemma 2 (Hardy inequality)

v2
2

c1

1 v H0

!
This is like a Poincaire inequality with weight. Cf: v2 c1 (v2 )
B Br

Proof. Near boundary, of

0 0

type. It suces to show > 0 such that v


2

v2 c {} 2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

40

Figure 1.8: Folliate.

We want to estimate

For

v2 . {}

{>}

1 2

v2

To do this we use Federers co-area formula for the annular region

Federers Co-area formula (Class: 767)


Rn

use ordinary poinaire away from boundary

f g =

0 {g=t}

f dH n1 dt

where f L1 , g Lip .
Like a curvilinear Fubini For level surfaces For good Lipschitz surfaces, this is just Fubini; for curvilinear its Federer.

Then

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

41

v2 = {}
ibp

1 t2

{=t}

v2 d dt =
0

0 {=t}

v2 d d 1 2

1 t
0

1 t

v2
=t

1d t dt

=t

v2 dt =

v2 +

1 t

=t

v v d dt

= t is parallel surface of boundary 2


ho - 2
0

1 t

v
=t

v
1 2

dt
0 =t 2

throw neg terms away & ho


1 2

=2

1 t2

v ddt
=t

v ddt
1 2

v2 2 2

v2 2

1 2

= { }.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

42

Wednesday, September 21
regularity estimate

(Last time) v2 c v

1 v H0 .

If not comfortable with coarea formula do: = B1 ,

(x) = 1 x

v2
B1

1 x

B1

can reduce to polar coors

lhs =

1 0

1 (1 r)
2 Br

v2 d dr

do next steps as in Notes last class

Lemma 3 > 0 h1 Ln such that B(u, , u) u Proof. B[u, , u = B[u, u, ] u


2

need for ((u, u)) + B[u, , u] u ; choose = 2


2

u u
L2

L2

uw

L2

= u ui j

boundary data has curl extension; cut o interior part: = curl ( ) H 2 W 1,n L and Use to cut o u + u

L2

L2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

43

Figure 1.9: the bump function set = x (x) . This is the tubular neightborhood . Has support in annular region; has support near boundary. u
max est

L2 ( )

+ u

L2 ( )

: we restrict on = exp 1 ; L2 .

Use

u
1 2

+ u
L2 ( ) 1 1 n + 2n
n2

2n L n2

Ln ( )

poincaire Sobolev embedding +


Ln ( )

Ln ( )

Now we can make the coecient as small as possible by absolute continuity: lim0 Ln ( ) = 0.

1.23

Regularity for NSE for n = 2, 3, 4, 5, 6, 7

n=2 n=3 n = 4 critical - papers n = 5 supercritical - this dimension is the heart of the matter n = 6 solved n = 7 open problem

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

44

n=2,3 Any weak solution u V to u + p = f u u is smooth up to provided C and f C ().

n=2
1 We begin with minimum regularity: u H0 . Assume f = 0.

u u = (u u)
sob emb (crit dim)
1 u H0 () u Lq for some q < +

u uj xj =

xj

uj u

uj u xj 0 divu=0.

as long as nite

u u u Lq

q < +

(Lq ) W 1,q

q =

q q1

Last time, if u + p W 1,q add 2nd order regularity u W1,q , p Lq q. Now go back: u u = (u u) product Lq
Lp Lp

u W2,q

p W 1,q .

Go back: (u u) = u 2 u + u u
Lq

W 1,q

Apply Stokes operator

u W 3,q p W 2,q u W k,q p W k1,q k, q Apply Morrey embedding u C (), p C ().

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

45

n = 3.
u L2 u u L3 2
6 2

W 1,2 embedding

u L6 . in L6 for n=3 u W 2,3 2 , p W 1,3 2


Not L2 lol

u + p L3 2

in 3d, product = dim u Lq u u = (u u) W 1,q u W 1,q , p Lq keep going

n=4
Previous argument gets stuck: W 1,2 (R4 ) uW
2, 4 3

L4 u u = u u W 1,2 u + p W 1,2 u W 1,2 , p L2


L2

pW

1, 4 3

This is good because we have one more derivative. Its bad because we now have lower integrability (!): u W 1, 3 (R4 )
4

L2

stop!

Our eorts are wasted because nothing becomes better.

Idea for n = 4
Consider instead Burgers equation (ignore pressure p):
L2

u = u u 2 u = (u u) cancel 1 derivative u = (u u) u u u u
Sobolev emb
2 2 2 4

= u

2 4

c u

2 4

(1.12)

Note that the integrability does not improve, but the power in 1.12 does

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE Theorem 8 Any solution u L4 (R4 ) of u = (u u) is zero u Then 1c u is not true.
L4 (R4 ) L4 (R4 )

46

c u

2 L4 (R4 ) .

L4 (R4 )

1 c

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

47

Monday, October 3
Lemma 4 For all m R if f H m,2 (B) & u
B

H m+2 2 ,2 (B) then

v + p =f v =0 v = u on B has a unique solution v H m+2,2 (B) and v


H m+2

c f

Hm

+ u

H m+2 2 ,2

(B)

[From last time - needs to be proved]. For m = 1, m Z Lemma has been known via Solonikhovs theorem. For m = 2, by interpolation, it sucies to prove the lemma for m Z .
If two integers true, then between two integers also true
use standard interpolation.

u = f 2 u 2 u Then for all q [p1 , p2 ], 2 u


k If k > 0, H k = H0 Lq Lp1 Lp2

f f

Lp1 Lp2

c f

Lq

Holder expontent negative, so use duality to characterize.

m = and =
m

v H m,2 (B) divv = 0 v H m (B) divv = 0

m0 m < 0.

Sobolev space

u H m 2 ,2 (B), B u d = 0 u H m 2 (B)
1

m m<

u,

(S)

=0

1 2 1 2

where H m+ 2 (S) dene pair


1

= H m 2 (S) . . . . so

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE For any m , ! v m such that v + p = 0 v =0 v B = . To prove above, m = k, k Z. We want to estimate v Decompose: v = v1 + s where s satises () We know s
H m,2 (B) H k (B)

48

(divv)() = v() . nonpositive integer case was last class bitch!

rk

s
s

=0 on B.

In order for this to be solvable, the average on the boundary must be 0. We know that by Lax-Milgram (?)

v1 = u s v1 + p = 0 in B1 v1 = 0 in B1 From the boundary condition of (*), v1 = v s on B and v1 , It suces to estimate


(S)

=0

is compatible

v1 That is, v1
H k (B)

H k (B)

H k (B)

sup
f H k (B)

v1 , f

H k (B)

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


k Let 0 f H0 (B). Let v k+2 solve

49

v + q = f v = 0 v = 0 Solenekovs estimate v and v1 , f = v1 v + q = v1 v + v1 , q div v1 , q divv, q = = where


B

H k+2 (B)

c f

H k (B)

ibp

v1 ,

v1 v ,v 1

v1 , v

+ v1 , q p,
0

v
0 div p,v pdivv

is 0 because div( v1 , q B v1 , q )n = 0. Then v1 f


H k

= sup = 1.

k f H0 f 0

v1 ,

k H0

Continuing, v
1 H m+ 2 (B)

v1

H k 2 (B)

v
1

H k+2 (B)

H k 2

+ s

H k 2 (B)

f Using

k H0 (B)

H m (B)

H m 2 (B)

s =? s =

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE and s


I can talk about trace if I loose
1 2 H m 2 (B)
1

50

derivatives.

c f

k H0 (B)

H m 2 (B)

H m 2 (B)

Stokes operator is self-dual, so operator same operator . Conclusion: for every m R,

S m Z m is an isomorphism V.

v + p = 0 v =0 v=

m (B) .

interpolate true for all whole numbers. duality interpolate negative numbers. Using conclusion,

v + p = 0 v =0 v B = u

H 1 (B).

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE


Global integrability/ dierentiablity

51

v H 2 (B) W 1, 3 (B.) Claimv C . Because p = 0,, p C and ddp C so v C and v C .


1 Need to prove for 0 < < 2 ,

v v

2 L2 (B) 2 L2 (B )

c4 v c4 v

2 L2 (B) 2 L2 (B) .

This estimate is not obvious, because of p term: Let v = v B u Then average on boundary still

satises boundary conditions. embedding

8 L 3 (B)

= vu

3 2 (B)

uu

Poincaire H 1 (B)

L2 (B)

For q, we need estimate. Assume p = 0.

L2 (B)

L2 (B)

C u

L2 (B) .

p is harmonic we can control L2 norm, control all high order derivatives of harmonic fnction inside

q By embedding

H m,2 (B)

c u

L2 (B) .

k+1 p
k+2 v

L (B)
L (B)

c u

L2 (B)

This concludes Streuwes paper reduced to the n = 4 case.

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE

52

Sunday, October 28
3d regularity For n = 3, f L (0, T ; H), f L1 (0, T ; H), u0 H 2 V .

If

1 or u0 suciently small then ! u R3 such that u L2 (0, T ; V ) L (0, T ; H) u L (0, T ; H 2 ())

and f L2 (0, T ; V ) u L2 u L (0, T ; H) L (0, T ; V ). Proof (tricky) ut u + u u + p = f


trouble term

u=0
assume smooth, carry out argument

u u u + p + (u u) = f t d dt

u + 2 2

u + 2B[u , u, u ] = 2 f , u 2 f B[u , u , u ] u
4 2 4 2 L2

L2

L2

,
2 L2

L2

C u

L2

where we have used that, in 3d,

2 u 4

1 4

poincaire 2
3 4

2 2

d u dt
L

2 2

+ 2 c u
if 0 then ok.

u L2

2 f

L2

L2

If the term is not 0, we impose condition on the initial data: c u0 2 > positive. When we turn on evolution the term c u 2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE grows, so it could become negative. We estimate: u (u u + p + u u) = f u, u
2 L2

53

= (f, u) 2(u, u ) 1 2 f V + u L2 + (u, u ) 2 1 2 2 u L2 f V 2(u, u ).

Call d1 = f (0) d2 = f
L L2

+ c0 u0

H2

+ c0 u 0
1 2

2 H2

,
2 L2

d2 + 2 u0 d3 = d4 = d2 + 1 + d2 1

T d2 + u0
2 L2

d1 T d2 exp
T 0

f (s)

L2

3 c2

can make true for either large coecient or small data. Clearly d3 d4 u(0)
2 L2

d3 d4 <

3 c2 .

We can show that, even at max time T . Choose T near zero such that 0 < T < T and such that c u(t) 0. We show that T can be extended all the way to T .
L2

>

d u dt d 1 + u dt 1 + u
2 L2 t 0

add
2 L2

2 f

L2

L2

L2

2 L2

1 + u

2 L2

as long as positive we have gronwell inequality, which tells initial control

exp

f (s)

ds 0 L2

CHAPTER 1. LINEAR & NONLINEAR STATIC NSE Then 1 + u (t) and u d4 c u geq0. Contradiction cannot stop.
Need to prove that next time L L2 .
2 L2

54

1 + d2 exp 1

T 0

f (s)

L2

ds

Chapter 2 Evolution NSE


Wednesday, October 5
We study Evolution NSE on
bounded domain entire space

((u, v)) = Du Dv u =

u, v V ,

((u, u))

(H, ) and (V, ) are Hilbert. V H


inclusion map

H compact linear

H bounded linear functional H V V

H V

sort of like divergence-free: 1 = H 1 (H0 ) ; Equivalent, because its actually


1 (V ) (H0 ) = H 1 .

2.1

Stokes operator

The space u V can be viewed as an element in the dual as follows: identify use Riesz v is a bounded linear functional on V , so by RRT another element, Reprentation Theorem 55

CHAPTER 2. EVOLUTION NSE Au V such that

56

((u, v)) = Au, v

V ,V

For u Au, V V . Then Stokes operator is clearly a bounded linear functional.


1 For u H0 , A is if drop the divergence-free condtion. Then

A u, v = This is (somehow ) like

Au v

Du Dv u, v V.

Stokes operator for

u t

u + p = f .
Stokes

When unbounded, need to adjust inner product . Then

Poincaire not hold anymore like inner product in H 1 except u, v V instead of H 1 .

[[u, v]] =
can dene

(uv + Du Dv)

[[u, v]] = Au, v

V ,V

but A not as good as linear case: A = + I.

2.2

Function spaces

For 1 +,

L (a, b; X ) = f (a, b) X f (t) dt X where f L (a,b;X) = a ess supat<b f (t)


b

L (a,b;X)<

1 < + = +

dont forget - the spatial variation X is Banach, i.e. it has the inner product X .

CHAPTER 2. EVOLUTION NSE


C(a, b; X) = f

57

(a, b) X f is continuous = sup f (t)


atb

A. Case [a, b]: can dene norm: f


C(a,b;X) X

- cannot discount measure zero set (!) -Compare with norm having ess sup not dened everywhere, so we can discount. Lemma. Let X Banach space with dual X and u, g L1 (a, b; X). Following are equiv: 1. u a.e. integrable equal to primative function of g u(t) = +
t

g(s) ds
0

2. For every test function = D((a, b)),


b a

u(t) (t) dt =

g(t)(t) dt
a

read D as smooth with compact support.

3.

d dt

u, = g, in the sense of distribution.

-If (i) (iii) hold, u is a.e. equal to a continuous function from [a, b] X after mollifying. Proof
(i) (ii) Easy to see (iii) (ii). For all D((a, b)), true in sense of distributions:
b a

u, (t) dt =

g, (t) dt
a

u(t), u (t) + g(t)(t) dt = 0 or


b a

get rid of t var.

u(t) (t) + g(t)(t) dt,


must =0

b a

b(u(t) (t) + g(t)(t)) dt = 0

which proves (iii) (ii).

CHAPTER 2. EVOLUTION NSE


(ii) (i). Suppose g 0. need to prove that u(t) = + g(s) = constant. Then
gone

58

u = 0.
Let 0 D((a, b)) be such that the mass a 0 (t) dt = 1. Then
b a b

)(t) dt = 0.

compact support/smooth

D((a, b)) such that ( 0 ) (t) =


t a

((t) 0 ( )) d

Use (ii).
b a b a

u(t) (t) dt = 0.For g = 0 and =


b a

u(t)((t) dt) =

(t) dt

b a

u(t)0 (t) dx
0 = constant

b a (t) dt

b a

u( ) (t) dt = 0
=0 t

u(t) = 0 a.e.

If g 0, look at v0 (t) = a g( ) d . Then


b a

(u v0 ) (t) dt = 0

u v0 =

so v0 = g(t).
If f L1 (a, b; X) satises
b a

f (t)(t) dt = 0 C(a, b; R ) f = 0 a.e.

Since, actually the spatial variation is the Banach space X, he replaces R with X.

then

CHAPTER 2. EVOLUTION NSE

59

Friday, October 7
H 1

For u L2 (0, t; V )

u ( 0, T ; V ), then
like L2

u C([0, T ], H) d 2 u = u(t), u (t) V,V L1 (0, T ) dt 2 u (t) W 1,1 (0, T ) C([0, T ]) Stokes system ut u + p =f u = 0 has two cond: u = 0 = u0 u0 = 0 u0 = 0

like L2 L2 but preserves continuity.

on real number function (not X).

match initial data. cannot talk a priori about trace. But with regularity above we can. Question: for f L2 (0, T ; V ) , u0 H are given, we seek u L2 (0, T ; V ) such that
compatibility condition

d (u, v) + ((u, v)) = f , v dt u(0) = u0 .

v V

2.3

Galerkin

solve using limiting process adjust nonlinearity to look more linear. Let {wi }i=1 be complete (but not orthogonal) base of V & orthonormal base in H.

(wij )L2 = ij ((wi , wj )) = 0 otherwise.

for i j

CHAPTER 2. EVOLUTION NSE


Vm = span {wi }i=1

60

m .

Find m gim (t)w(x) such that i=1

d (um , wj ) + ((um , wj )) = f , wj dt The boundary u(0) = u0 : um (0) = um = 0 (um , wj ) = ((um , wj )) =


1 H0 inner product

not fm

tail disappears.

project m
i=1

(u0 , wi )wi

gim (t) wi , wj
orthon. m j=1

gim (t)((wi , wj )) gim (0) = (u0 , wi )

m j=1

ij gim (t) where ij = ((wi , wj ))

Fj (t) = f , wj and
gim (t) =

m j=1

ji gjm (t) = Fi (t)f or

lim

gim (0) = (u0 , wi ). g1m gmm 11 1m m1 mm g1m gmm f1 fm

d dt

X + AX = B(t) X(0) = X0 Note: We do not need to use Brouwer xpoint here, because we have time. time is actually nice right?
take limit: Clearly {um } L2 (0, T ; Vm ).

CHAPTER 2. EVOLUTION NSE

61

how to take limit? Use compactness. Compactness introduces some form of control (trapped in a ball) - use apriori estimate.

d d 2 um = 2 um , um dt dt

d (um , uj ) dt

d = (um , dt uj )

d d dum d 1 2 um = um , um = um , um = , wj dt 2 dt dt dt Using that 2ab a2 + 1 b2 , d 1 2 um + ((um , um )) = f , um dt 2 d 2 2 schwarz 1 2 2 um + 2 um f + um V dt V t 1 t 2 2 2 um (t) + f V d m um ( ) d 0 0 T 1 t 2 2 2 f V d sup um H (t) + um ( ) d um + 0 0 0 0tT so (or where) Then um
pass limit.
2 L (0,T ;H) 1 um L L2 L2 Hx t x t

Lax-Hopf condition

+ um

2 L2 (0,T ;V )

u0 H +

t 0

f (t)

2 V

dt
cf Heat equation.

CHAPTER 2. EVOLUTION NSE

62

Monday, October 10
2.4 Pass to limits
in nite dimension, weak convergence & strong convergence same thing take subsequence , we may Without loss of generality v L (0, T ; H) v in L ( 0, T ; H ) & um w and w L2 (0, T ; V) such that u m in L2 (0, T ; V) B1 L is weak star compact 1 . This means:

= (L1 ) ; is Banach sp but not H-sp; is H-sp

um , v1 ,
um , um u, or
L

i.e.

um , w, L2 (0, T ; v)

um ,

1 u L such that um u L1 , um u L1 (0, T ; H)

Claim: v = w.

Note for T < +, L2 (0, T ; V ) L1 (0, T ; H). If I pick an element in the smaller test space, then L2 = L1 - they are the same. Remember that we can cook up a sequence having 2 dierent limits in dierent spaces, for example sin but sin x n x n 0 in L2

where is the Dirac mass in the Radon measure space M([0, 1]).
1

The weak star topolgy is by denition, the weakest one that makes all functionals x x, x

continuous

CHAPTER 2. EVOLUTION NSE So v, = w, L2 (0, T ; V ) v=w . xed


pass to limit:
d dt um , wi

63

+ ((

um

, wi ) ) = f , wi .
f ,wi

L2 uwi

The term

is converges: d wm , wi w, wi . dt

Distributions of convergent sequences converge

If function convergent Distribution also convergent. Moreover, the distribution converges in the distributional derivative sense d d fi f dt dt Shift test function to see it converges: d d f = f . dt dt Then the sequence um is convergent, 0 um = 0
Then
m i=0

gim (0)wi u0

in H.

d (u, wi ) + ((u, wi )) = f , wi dt

d (u, v) + ((u, wi )) = f , wi for all v V. dt v satises the equation in the distributional sense and the boundary value u=0 is kosher because of the yellow boxed explanation above.

CHAPTER 2. EVOLUTION NSE


initial-time condition holds:

64

u t = 0 = u0 Show: has well-dened limit in L2 -sp. u C([0, 1], H) H-norm as function of t has well-dened limit. pf Using d = u dt
2

u in

= 2 u , u

V ,V

read in V , V duel

in the sense of distribution in (0, T ).


Once prove this then prove that L2 norm in X-var is continuous in t-var. Notice that

2 u , u

V ,V

L1 (0, T )

by Hlder. o u H, d 2 u L1 (0, T ) dt 1 2 1,1 u (t) W (0, T ) C 2 (0, T ) u L1 (0, T ),


2

embedding ftc t 2 2 u (t) u (t0 ) = 2 t0 u , u (s) dS u L2 (t) u


2 2


2 2

0 as t t0 by absolute continuity, because the L2 -norm is continuous. . .

as t t0

u(t) u(t0 ) 0 The last convergence holds because u u(t0 ) < u(t0 ) 2 u(t), u(t0 ) 0
2

u(t) +

2 u(t0 ) 2 u(t0 ), u(t0 ) = 0.

Leray-Hopf type energy inequality:

0tT

sup u(t) +

T 0

um

dt

u0 +

T 0

f (t)

2 V

dt

lower semi-continuity

CHAPTER 2. EVOLUTION NSE

65

Lower semicontinuity

weaker than continuity A function f is upper (lower) semi-continuous at a point x0 if, roughly speaking, the function values for arguments near x0 are either close to f (x0 ) or less than f (x0 ). A lower semi-continuous function. The solid red dot indicates f (x0 ) In particular, f is lower semi-continuous at x0 if for every > 0 there exists a neighborhood U of x0 such that f (x) f (x0 ) for all x U . Equivalently, this can be expressed as

lim inf f (x) f (x0 )


xx0

A function is lower semi-continuous i x X f (x) > is an open set for every R. A function is continuous at x0 i it is upper and lower semicontinuous there.

Using Stokes operator u = Au + f f H 1 , Au L2 (0, T, V ), f L2 (0, T ; V ) so u L (0, T ; H) L2 (0, T ; V )


Stability implies uniqueness. Like Heat equation: instead of laplace operator its Stokes operator.

CHAPTER 2. EVOLUTION NSE


Prove:
d dt

66

u = 2 u , u

V ,V

C (0, T ) L2 C (0, T ; V ) L2 (0, T ; V )dense C (0, T ; V ) L2 (0, T ; V )dense. In fact, mollication in t-var um = u {vm } C such that vm u in L2 (0, T ; V ) and Use Hlder o 2 u , vm u , u m using that
d dt

dense in L2

vm u

in L2 (0, T ; V ) in L1 (0, T )

use 1 sequence to do both mollication

vm

d dt

u .

2.5 2.6

Uniqueness Stability Properties

CHAPTER 2. EVOLUTION NSE

67

Wednesday, October 12

CHAPTER 2. EVOLUTION NSE

68

Wednesday, October 14

CHAPTER 2. EVOLUTION NSE

69

Wednesday, October 17

CHAPTER 2. EVOLUTION NSE

70

Figure 2.1: jump and extension

Suppose u L2 (0, T ; X0 ) u L1 (0, T ; X1 ) 1 < 2 such that () Dt u L2 (0, T ; X1 )


use Fourier transform

Wednesday, October 19
L2 . Then there exists

u=
u

u t [0, T ] 0 otherwise

Then u = u [0,T ] +u(0)0 u(T )T


g

extension generates

Fourier transform can be applied to distribution.

2i u( ) = g + u(0) 1 u( )e2iT 0 (T ) = e2i 0 (t) dt

Then g L2 .

Condition (*) is equivalent to, in terms of u,

CHAPTER 2. EVOLUTION NSE

71

u( )

2 X1

d < +

for every L1 function, f ( ) = e2itT is bounded, and L1 L1 L H2 . by Holder: f 2


f
just numbers - bounded 2 u( ) 2 X1

2 L2

L1

g (t)

2 X1

+ u(0)

2 X1

+ u( )

2 X1

bounded

cannot integrate; derivatives in L2 , but this term not L2 so sacrice derivatives 2(1 + 2 ) 1 + 2(1) We need to estimate
2

+ 2(1 + 2 )
2 X1 2 X1
2 X1

< 2 + 2.

u(t)

2 X1

d
split

1 + 2 u( ) R 1 + ( 2 )1 1 1 + 2(1)
1

u( )

d +

2 u R 1 + 2(1)

X1

parseval: R u 2 X1

1 2 g R 1 + 2(1)
1

2 X1

+C
R

g ( )

C (1) R 1+

singularity at but0
1 2(1)

L2

d < if <

1 2

compactness follows.

Theorem. For n 4, f L2 ([0, T ]; V ), u0 H, there exists at least one solution u L2 (0, T ; V ), u L2 (0, T ; V ) such that Error. Actually, this is L1 ; see t u u + u u + p = f
nonlinear

below

u=0 u(0) = u0

CHAPTER 2. EVOLUTION NSE


recall Trilinear form B[ u , v , w ] = (u v) w

72 u, v, w V is

well dened for n 4: after Hlder Ln not preserved. o


B[u, v] V R. B[u] = B[u, u] NS can be reformulated into

L10 3

L2

L10 3

ut Au + Bu = f
V H 1 V V

where it follows that ut V (after looking at where other terms are). Note that V is integrable in t.
Then the regularity of u is improved: u

(0, T ; H), by

Albin-Lions above (AL: V H V ) Error (from side note above). u L2 Au L2 (0, T ; V ), so Bu


V

false, not continuous!!

f L2 (0, T ; V ),

Bu

2 V

, Bu

= B[u, u]

sup C u u
u
V

is L1 integrable.

not continuous. u C([0, T ; Hweak]. weak continuous can still take weak limit. For all H, u(t), C([0, T ]). nonlinear terms are trouble; take care of Bu , being nonlinear (because T T 2 of square): 0 Bu V 0 u V .

Proof (Galerkin & Aubin-Lions Lem).


{wi }i=1 , Vm = span {w1 , , . . . , wm }, Solve
d dt (um , wj ) +

um = m gim (t)wi (x). i=1 + B[um , um , wj ] = f (t), wj .

((um , wj ))
Dirichlet inner product

truncate initial data: um (0) = projVm (u0 ) = u0m , where u0m = m (u0 , wi )wi i=1

CHAPTER 2. EVOLUTION NSE

73

Figure 2.2: solution could blow up if [0, T ]


nonlin. ODE:
m i=1 (wi , wj )

gim (t) +

m i=1

((wi , wj ))g(t) +

m i=1,

Bwi , w , wj gim (t)g m (t)

where the term is nondegenerate because it forms a base. nonsingular. (wi , wj )1i, jm GL(m).
invert: gim + m ij gjm (t) + m ijk gjm gkm = m ij f , wj where j=1 j,k=1 j=1 ij , ij , ijk R.

nonlinear, cannot solve globally (like X = X 2 .) can solve locally; Fixpoint, X = F (t, X).
fm > 0 & gim (0, fm ) R If tm is the maximum value then gim (t) as tm ; however,

d um , umt ((um , um )) + Bum , um , um = f , um . dt


=0

here have cancelation, so even though the equation is nonlinear, the estimate we have is still linear (!)

d 2 um + 2 um dt

um

norm does not blow up, so we continue um


2 V

1 f

2 V

CHAPTER 2. EVOLUTION NSE


orthon. proj

74

um (t) +
bounded

T 0

um ( )

2 V

1 dt um (0) +
2

t 0

f (t)

2 V

dt u0 +

t 0

f ( )

2 V

so gim (0) = (u0 , wi ).

CHAPTER 2. EVOLUTION NSE

75

Friday, October 21
Galerkin - nish convergence uniqueness for m = 2. Leray-Hopf solution for n = 3 regularity.

Suppose u L (0, T ; H) L2 (0, T ; V ) solves ut u + u u + p = 0 u=0 u t=0 = u0 . and suppose (mult by u, integrate) u(t) + 2
T 0 R3

zero you can have turbulance and still have regularity. . .

R3

u dxdt

R3

u0 .

um :

um +
This says:

T 0 R3

um u0 +

f
0

2 V

generalized energy inequalty.

um

L (0,T ;H)

+ um

(0,T ;V )

C.

pass to limit, possible for the subsequence.

um , where

u in L (0, T ; H)

is weak star convergence because of the L , and um u in L2 (0, T ; V )

CHAPTER 2. EVOLUTION NSE


u = fm where fm = f Aum m L2 (0,T ;V )

76 Bum
B[um ,um ]V 2

In fact, B[um , um ] V :

Sobolev

Bum

sup
wV =1 B[um ,um ,w]

= sup
w
V =1

u um w um
R

2 2,

so then Bum L1 (0, t; V ). Moreover 0 Bum


T V

dt

0 um

2 2

dt C. Upshot:

fm L1 (0, T ; V ).
have better control of derivatives,., so um u

in L2 (0, T ; H).

?? Of course need to apply Albin-Lions; need to control time derivatives, so

u m where we used um um w um
R 4

L1 (0,T ;V )

time derivative bounded (!)

um

C um

2 2

= C um

.
apply Albin-Lions, with V H V

so um L2 (0, T ; V ) indeed, is L2 compact.

& u L1 (0, T ; V ) L2 (0, T ; H) m

Then um u in L2 (0, T ; H)
dum dt , wj

strong convergence in H-space.

+ ((um , wj )) + B[um , um , wj ] =
((um ,wj ))

f , wj
constantconverge

u where converge because um u um t t in distribution & w is u 1 by lower semicontinuity. smooth t , wj in L

It suces to show

B[um , um , wj ] B[u, u, wj ]. Note that um um wj where u in L2 .

CHAPTER 2. EVOLUTION NSE


um wj uwj (without wj strong convergence.)

77

um wj uwj

= (um u)wj

wj

um u

which proves existence Need to prove: u L2 (0, T ; V ), u L1 (0, T ; V ) C(0, T ; H).

initial data for approx solution pass to limit (will not repeat; see previous Notes).

du , v + ((u, v)) + B[u, u, v = f , v ] v V dt du A + Bu = f dt u(0) = u0 .


The existence argument is due to Lions. Leray gives a dierent E. Hopf < Lions < Leray method; Schwartzs distribution was not yet invented.

Lerays idea: ut + u u u + p = f u=0 Mollify the term to u , then equation is linear (Stokes equationwith rst order term). vt + u v v + p = f v =0 so that u u v = T (u).

CHAPTER 2. EVOLUTION NSE


nd apriori est of T ; build up function space in C 2 T is contraction map on suitable function space u = T (u). ut + u u u + p = f varies and for each xed have v; send 0.

78

2.7

Uniqueness
2 u
1 2 1 2

Lemma 5 For n = 2, R2 , u
L4

L2

L2

1 u H0

Ladyzhenskaya inequality

1 in 2 dimension, H0 is H 1 (R2 )

Lp

p < +

Proof. Extend by Nirenberg higher dimension. Lemma 6 (better estimate on trilinear form) B[u, v, w] 2u
1 2

1 2

v w

1 2

1 2

If u L2 (0, T ; V ) L (0, T ; H), then

Bu L2 (0, T ; V ), where (compare previous) Bu was L1 . Bu L2 (0,t;V ) 2 u L (0,T ;H) u


when can

L2 (0,T ;V ) .

2 be obtained (idk)

Theorem 9 (Uniqueness for n = 2)

for Sobolev inequality ppl interested in sharp constant geometric implications.

CHAPTER 2. EVOLUTION NSE Let u1 , u2 be 2 solutions. Let u = u1 u2 , t u + p + u1 u1 u2 u2 = 0


subtract

79

u ut Au + B[u1 , u1 ] B[u2 , u2 ] = 0 u + ((u, u)) + B[u1 , u1 , u] B[u2 , u2 , u] = 0 2 d dt u + ((u)) + B[u, u1 , u] = 0 2


2 2 2

replace

by u1 , equality

preserved B[u1 , u2 , u] = B[u2 , u2 u1 + u1 , u] = B[u2 , u, u] + B[u2 , u1 , u]


0

B[u, u1 , u] C u 4 u 4 u1 so d 2 u +2 u dt
2

C u u u1

2 u

+C u

u1

Use Gronwell inequality, which says that

d 2 u c u1 dt d c t u1 (t)2 e 0 dt

0 0
c 0t u1
2

dt u0 2

u0 2
0

integrate u (t) e so u1 = u2 uniqueness.

=0

Lem2 proof direct corollary of Lem 1.

B[u, u, v] = B[u, v, u] u u u
2

1 2

2 2 2 V

u
2 2

1 2

v
T

2 2

1 2

u
2 2

1 2

u
T 0

B[u, u]
2 L (0,T ;L2 ) T 0

u
0

2 2

dt.

CHAPTER 2. EVOLUTION NSE

80

Monday, October 24
proof of Ladyzhenskaya inequality existence theorem 3d version

Lemma 7 (n=2) u
L4

2u

1 2

L2

1 2

L2

1 u H0 .

even splitting

!
3 4

Lemma 8 (n=3)

L4

1 4

L2

L2

1 u H0

more weight on grad, which is harder to control

proof of lem 1 W 1,1 (R)

L2 (R2 )

2=

21 211

prove for smooth compact support functions pass limit (which we can do because dense).

holder

L2

c (u )
2

L1

= c 2 u u c L6

1 2

1 2

Proof of lem 2 W 1,2 (R3 )


can interpolate: L2 < L4 < L6 how interpolate:

in 3d, is embedding in L6 .

1 1 1 = + = . 4 2 6 4
1 4 3 4

interpolation inequality

L4

L2

Sobolev inequality

L6

c u

1 4

L2

3 4

L2

W 2,2 (R3 )

L6

CHAPTER 2. EVOLUTION NSE Show that c = 2 in Lem 2 . u(x1 , x2 ) = x2


expand int
2 x2 (u )(x, ) d

81
smooth fc w compact spt; ending pt at is 0 because compact spt

= 2

+ x2

u(x, ) d u(x, ) x2

u(x, ) D2 u(x, ) d

Similarly x1 -var u2 (x1 , x2 ) 2

u(, x2 ) D1 u(, x2 ) d.

u4 (x, x2 ) dx1 dx2 4


R R

u(x, )D2 u(x, ) ddx1


R R

u(x2 ) D1 u(, x2 ) dsdx2

4 2

R2

u (x1 , x2 )
2

R2 2

D2 u

1 2

R2

u2

R2

D1 u + D2 u

Theorem 10 If n = 3 the solution we obtained via Galerkin method to the NSE satises u L (0, T ; H) L2 (0, T ; V )

uL

8 3

(0, T ; L4 ())

2
8 3

3 4

3 2

=2+

3 6

u L

4 3

(0, T ; V )(0, T ; V )

!
8 3 0 T
2 3

in 3d cannot do 2, which we used to prove uq above

1 Proof For a.e. t [0, T ] we have u(t) H0 . By the 3d interpolation inequality/ Sobolev inequality we have
1 4 3 4

u(t)

L4

u(t)

L2

L2

8 3 L4

1 4

L2

u L2

3 4

L2

u L2 dt

CHAPTER 2. EVOLUTION NSE


usually cant split, but this is L1 s

82

L (0,T ;H)

2 L2 (0,T ;V )

L8 3 (0,T ;L4 )

L (0,T ;H)

3 4 L2 (0,T ;V )

can int in x-var something something in t-var

proof u = We claim

+ Bu +

f
L2 (0,T ;V )

where does this term live?


If this is true, then we can write u L2 (0, T ; V )+L4 3 (0, T ; V ) L4 3 (0, T ; V )

L2 (0,T ;V ) Bu L4 3 (0, T ; V ).

want to calculate duel norm est V norm

To show this, let V V For 1 < Bu, > 1, B[u, u, v]

u L4 u uv
1 2 4 L2

L4

L4

L4

replace with v; replace with u; replace with v


3 2 L2

u so

3 42 L2

L2

1 2 L2

Bu B(t) V

1 4 L2

3 2 L2

L4 3 , u
1 2 ; L2 (0,T ;L2 )

L4 3 (0,T )

L (0,T ;L2 )

This is the regularity we have; but this regularity we dont know f unique;
If try to extend 2d proof you will nd we need more If n = 3 and u satises in addition the following

u L8 (0, T ; L4 ()) then u is unique.


There is a gap between L3 L8 .
8

(in 2d case above) almost everywherend

CHAPTER 2. EVOLUTION NSE


Proof follows 2d proof.

83

Proof Let v1 , v2 be solution; u = u1 u2

u (ut u + p) = u (u1 u1 + u2 u2 ) = u (u1 u uu2 ) ; d dt u + 2 u


2

mult by u, int switch

u = B[u, u, u] B[u, u2 , u] B[ u , u , u2 ]
0 L4 L2 7 4 L2 L4

int

u(t)
8

L4

4 L2 u2 4

1 4

L2

u2

4 4

3 4

+1=

7 4

Using ab a 7 + 1 b8 where = 2 u
7 4 8 7

L2

u(t) d dt

+ u2 L2 u +
2

1 2

8 L4

2
2

u + u(t)
8 L2
2

2 L2

u2

8 L4

u2

u
L4

u(t)
1 u

Use Gronwell inequality

g c(t)g, g(t) exp g(0)


t 0

dg = c(t) dt, g c( ) d ,
2

ln g ln g(0)
t 0 t 0

t 0

c( ) d,

g( ) g(0) exp
2

c( ) d
8

u(t) u(0) exp

] u t (t) d 0
4

integrable

so u0 u1 = u2